+31.4%
NVTS vs GLDM
+105.8%
-74.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.8% | -16.6% | -16.5% |
| 7D | -14.6% | +1.9% | -16.5% | -16.0% |
| 30D | -34.3% | -1.7% | -32.6% | -33.2% |
| 3M | -36.4% | -3.5% | -32.8% | -34.0% |
| 6M | -55.2% | -10.1% | -45.2% | -50.7% |
| YTD | +10.1% | -5.0% | +15.1% | +19.6% |
| 1Y | -20.3% | +2.8% | -23.1% | -16.9% |
| All | +31.4% | +105.8% | -74.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling